Tokyo Financial Exchange (TFX) released its trading volumes report for November 2020.
TFX’s monthly metrics have gone up in November after the Exchange reported trading volumes going down in October, following a slight uptick in September.
FX Daily Futures contracts(Click 365)
The total trading volume of FX Daily Futures contracts (Click 365) was 2,433,701 (+25.8% MoM / +67.7% YoY) and its average daily trading volume was 115,890.
Items
（Top 10 items in the current month） |
Nov 2020 |
| Trading Volume |
一Daily Average |
Change on Previous Month |
Year on Year Change |
|
Click 365 |
2,433,701 |
115,890 |
25.8% |
67.7% |
|
U.S. Dollar-Japanese Yen |
613,451 |
29,212 |
88.0% |
94.6% |
| Turkish Lira -Japanese Yen |
450,727 |
21,463 |
58.3% |
76.2% |
| Mexican Peso-Japanese Yen |
401,118 |
19,101 |
7.8% |
120.5% |
| South African Rand-Japanese Yen |
247,567 |
11,789 |
4.8% |
19.9% |
| British Pound-Japanese Yen |
229,317 |
10,920 |
26.6% |
65.9% |
| Australian Dollar-Japanese Yen |
160,406 |
7,638 |
-2.1% |
63.7% |
| Euro-Japanese Yen |
72,413 |
3,448 |
-22.7% |
18.5% |
| British Pound-U.S. Dollar |
55,560 |
2,646 |
-28.0% |
143.4% |
| New Zealand Dollar-Japanese Yen |
48,670 |
2,318 |
19.9% |
-37.1% |
| Euro-U.S. Dollar |
47,875 |
2,280 |
-16.1% |
227.7% |
| Other Currency pairs |
106,597 |
5,075 |
4.6% |
33.3% |
Items
(Top 5 items in the current month) |
Nov 2020 |
| Trading value |
Total swap points |
|
Click 365 |
1,898,093,506,617 |
|
|
U.S. Dollar-Japanese Yen |
640,074,773,400 |
335 |
| Turkish Lira -Japanese Yen |
59,991,763,700 |
783 |
| Mexican Peso-Japanese Yen |
207,378,006,000 |
1,530 |
| South African Rand-Japanese Yen |
166,983,941,500 |
2,106 |
| British Pound-Japanese Yen |
318,796,493,400 |
123 |
Equity Index Daily Futures contracts (Click kabu 365)
The total trading volume of Equity Index Daily Futures contracts (Click kabu 365) was 2,438,107 (+69.9% MoM / +267.7% YoY) and its average daily trading volume was 116,099.
| Items |
Nov 2020 |
| Trading Volume |
Daily Average |
Change on Previous Month |
Year on Year Change |
|
Click kabu 365 |
2,438,107 |
116,099 |
69.9% |
267.7% |
|
Nikkei 225 Daily Futures contract with Reset Date/21 |
173,320 |
8,253 |
861.8% |
– |
| DJIA Daily Futures contract with Reset Date/21 |
813,927 |
38,758 |
504.4% |
– |
| DAX® Daily Futures contract with Reset Date/21 |
1,803 |
86 |
48.8% |
– |
| FTSE 100 Daily Futures contract with Reset Date/21 |
4,326 |
206 |
563.5% |
– |
| Nikkei 225 Daily Futures contract |
868,039 |
41,335 |
48.4% |
77.9% |
| DJIA Daily Futures contract |
563,876 |
26,851 |
-16.7% |
245.3% |
| DAX® Daily Futures contract |
5,781 |
275 |
-42.2% |
-10.0% |
| FTSE 100 Daily Futures contract |
7,035 |
335 |
-16.4% |
32.1% |
| Items |
Nov 2020 |
| Trading value |
Total Dividends |
Total Interests |
|
Click kabu 365 |
4,670,758,869,150 |
13,515 |
-2,892 |
|
Nikkei 225 Daily Futures contract with Reset Date/21 |
456,178,240,000 |
– |
– |
| DJIA Daily Futures contract with Reset Date/21 |
241,695,622,650 |
887 |
-122 |
| DAX® Daily Futures contract with Reset Date/21 |
2,392,400,700 |
– |
-362 |
| FTSE 100 Daily Futures contract with Reset Date/21 |
2,705,913,000 |
1,885 |
-368 |
| Nikkei 225 Daily Futures contract |
2,282,682,158,300 |
– |
– |
| DJIA Daily Futures contract |
1,673,020,092,000 |
8,858 |
-1,310 |
| DAX® Daily Futures contract |
7,671,387,000 |
– |
-362 |
| FTSE 100 Daily Futures contract |
4,413,055,500 |
1,885 |
-368 |
Commencing on 26 October 2020, Equity Index Daily Futures with Reset Date have been listed in TFX.
Interest Rate Futures contracts
The trading volume of Three-month Euroyen futures was 6,365 (+1.5% MoM / -92.6% YoY) and its average daily volume was 335.
| Items |
Nov 2020 |
| Trading Volume |
Daily Average |
Change on Previous Month |
Year on Year Change |
|
Total of Interest Rate Futures contracts |
6,365 |
335 |
1.5% |
-92.6% |
|
Three-month Euroyen futures |
6,365 |
335 |
1.5% |
-92.6% |
|
Options on Three-month Euroyen futures |
– |
– |
– |
– |
|
Put |
– |
– |
– |
– |
| Call |
– |
– |
– |
– |
Total all products
Combined trading volume for all TFX products was 4,878,173 (+44.5% MoM / +121.6% YoY) and its average daily trading volume was 232,324.
